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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 May 2012 10:00:34 -0400

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/May/18/t1337350321kfyj1ukgdt0gglk.htm/, Retrieved Sat, 04 May 2024 03:52:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=166678, Retrieved Sat, 04 May 2024 03:52:18 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

134

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [] [2012-05-18 14:00:34] [a136497b64b0ea11fa49f30f9c72ef9a] [Current]

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Dataseries X:

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Histogram

Boxplots

2,58
2,59
2,6
2,6
2,61
2,62
2,64
2,65
2,66
2,67
2,68
2,69
2,69
2,71
2,72
2,73
2,73
2,74
2,74
2,74
2,74
2,74
2,75
2,75
2,75
2,75
2,77
2,78
2,79
2,8
2,82
2,83
2,84
2,87
2,89
2,9
2,9
2,91
2,92
2,92
2,92
2,92
2,94
2,95
2,95
2,97
2,99
3
3
3,01
3,03
3,03
3,04
3,04
3,05
3,05
3,09
3,09
3,09
3,1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'AstonUniversity' @ aston.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=166678&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=166678&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=166678&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'AstonUniversity' @ aston.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.020028	-0.1538	0.43913
2	-0.041262	-0.3169	0.376203
3	-0.012255	-0.0941	0.46266
4	0.28725	2.2064	0.01563
5	-0.065978	-0.5068	0.307097
6	-0.187694	-1.4417	0.077336
7	0.004496	0.0345	0.486283
8	-0.114407	-0.8788	0.191544
9	-0.040786	-0.3133	0.377586
10	-0.233644	-1.7946	0.038916
11	-0.044267	-0.34	0.367525
12	-0.038974	-0.2994	0.382858
13	0.005307	0.0408	0.483811
14	-0.092696	-0.712	0.239632
15	-0.119557	-0.9183	0.181092
16	0.099161	0.7617	0.224646
17	0.027685	0.2127	0.416164
18	-0.067504	-0.5185	0.303022
19	0.056359	0.4329	0.333333
20	0.10908	0.8379	0.202747
21	-0.004196	-0.0322	0.487197
22	-0.00453	-0.0348	0.486179
23	0.092805	0.7128	0.239375
24	0.026957	0.2071	0.418339
25	-0.089133	-0.6846	0.248125
26	-0.000238	-0.0018	0.499272
27	-0.053627	-0.4119	0.340947
28	0.064608	0.4963	0.310775
29	0.016847	0.1294	0.448739
30	0.010886	0.0836	0.466822
31	-0.131731	-1.0118	0.157873
32	0.033932	0.2606	0.397639
33	0.004258	0.0327	0.48701
34	-0.001703	-0.0131	0.494803
35	-0.046651	-0.3583	0.360686
36	0.029784	0.2288	0.409918
37	0.055977	0.43	0.334392
38	-0.08664	-0.6655	0.254165
39	0.08465	0.6502	0.25904
40	-0.052339	-0.402	0.344559
41	0.071523	0.5494	0.29241
42	-0.04738	-0.3639	0.358605
43	0.070855	0.5443	0.29416
44	-0.066134	-0.508	0.306678
45	0.00186	0.0143	0.494325
46	0.022426	0.1723	0.431911
47	-0.051862	-0.3984	0.3459
48	0.024572	0.1887	0.425471

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.020028 & -0.1538 & 0.43913 \tabularnewline
2 & -0.041262 & -0.3169 & 0.376203 \tabularnewline
3 & -0.012255 & -0.0941 & 0.46266 \tabularnewline
4 & 0.28725 & 2.2064 & 0.01563 \tabularnewline
5 & -0.065978 & -0.5068 & 0.307097 \tabularnewline
6 & -0.187694 & -1.4417 & 0.077336 \tabularnewline
7 & 0.004496 & 0.0345 & 0.486283 \tabularnewline
8 & -0.114407 & -0.8788 & 0.191544 \tabularnewline
9 & -0.040786 & -0.3133 & 0.377586 \tabularnewline
10 & -0.233644 & -1.7946 & 0.038916 \tabularnewline
11 & -0.044267 & -0.34 & 0.367525 \tabularnewline
12 & -0.038974 & -0.2994 & 0.382858 \tabularnewline
13 & 0.005307 & 0.0408 & 0.483811 \tabularnewline
14 & -0.092696 & -0.712 & 0.239632 \tabularnewline
15 & -0.119557 & -0.9183 & 0.181092 \tabularnewline
16 & 0.099161 & 0.7617 & 0.224646 \tabularnewline
17 & 0.027685 & 0.2127 & 0.416164 \tabularnewline
18 & -0.067504 & -0.5185 & 0.303022 \tabularnewline
19 & 0.056359 & 0.4329 & 0.333333 \tabularnewline
20 & 0.10908 & 0.8379 & 0.202747 \tabularnewline
21 & -0.004196 & -0.0322 & 0.487197 \tabularnewline
22 & -0.00453 & -0.0348 & 0.486179 \tabularnewline
23 & 0.092805 & 0.7128 & 0.239375 \tabularnewline
24 & 0.026957 & 0.2071 & 0.418339 \tabularnewline
25 & -0.089133 & -0.6846 & 0.248125 \tabularnewline
26 & -0.000238 & -0.0018 & 0.499272 \tabularnewline
27 & -0.053627 & -0.4119 & 0.340947 \tabularnewline
28 & 0.064608 & 0.4963 & 0.310775 \tabularnewline
29 & 0.016847 & 0.1294 & 0.448739 \tabularnewline
30 & 0.010886 & 0.0836 & 0.466822 \tabularnewline
31 & -0.131731 & -1.0118 & 0.157873 \tabularnewline
32 & 0.033932 & 0.2606 & 0.397639 \tabularnewline
33 & 0.004258 & 0.0327 & 0.48701 \tabularnewline
34 & -0.001703 & -0.0131 & 0.494803 \tabularnewline
35 & -0.046651 & -0.3583 & 0.360686 \tabularnewline
36 & 0.029784 & 0.2288 & 0.409918 \tabularnewline
37 & 0.055977 & 0.43 & 0.334392 \tabularnewline
38 & -0.08664 & -0.6655 & 0.254165 \tabularnewline
39 & 0.08465 & 0.6502 & 0.25904 \tabularnewline
40 & -0.052339 & -0.402 & 0.344559 \tabularnewline
41 & 0.071523 & 0.5494 & 0.29241 \tabularnewline
42 & -0.04738 & -0.3639 & 0.358605 \tabularnewline
43 & 0.070855 & 0.5443 & 0.29416 \tabularnewline
44 & -0.066134 & -0.508 & 0.306678 \tabularnewline
45 & 0.00186 & 0.0143 & 0.494325 \tabularnewline
46 & 0.022426 & 0.1723 & 0.431911 \tabularnewline
47 & -0.051862 & -0.3984 & 0.3459 \tabularnewline
48 & 0.024572 & 0.1887 & 0.425471 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=166678&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.020028[/C][C]-0.1538[/C][C]0.43913[/C][/ROW]
[ROW][C]2[/C][C]-0.041262[/C][C]-0.3169[/C][C]0.376203[/C][/ROW]
[ROW][C]3[/C][C]-0.012255[/C][C]-0.0941[/C][C]0.46266[/C][/ROW]
[ROW][C]4[/C][C]0.28725[/C][C]2.2064[/C][C]0.01563[/C][/ROW]
[ROW][C]5[/C][C]-0.065978[/C][C]-0.5068[/C][C]0.307097[/C][/ROW]
[ROW][C]6[/C][C]-0.187694[/C][C]-1.4417[/C][C]0.077336[/C][/ROW]
[ROW][C]7[/C][C]0.004496[/C][C]0.0345[/C][C]0.486283[/C][/ROW]
[ROW][C]8[/C][C]-0.114407[/C][C]-0.8788[/C][C]0.191544[/C][/ROW]
[ROW][C]9[/C][C]-0.040786[/C][C]-0.3133[/C][C]0.377586[/C][/ROW]
[ROW][C]10[/C][C]-0.233644[/C][C]-1.7946[/C][C]0.038916[/C][/ROW]
[ROW][C]11[/C][C]-0.044267[/C][C]-0.34[/C][C]0.367525[/C][/ROW]
[ROW][C]12[/C][C]-0.038974[/C][C]-0.2994[/C][C]0.382858[/C][/ROW]
[ROW][C]13[/C][C]0.005307[/C][C]0.0408[/C][C]0.483811[/C][/ROW]
[ROW][C]14[/C][C]-0.092696[/C][C]-0.712[/C][C]0.239632[/C][/ROW]
[ROW][C]15[/C][C]-0.119557[/C][C]-0.9183[/C][C]0.181092[/C][/ROW]
[ROW][C]16[/C][C]0.099161[/C][C]0.7617[/C][C]0.224646[/C][/ROW]
[ROW][C]17[/C][C]0.027685[/C][C]0.2127[/C][C]0.416164[/C][/ROW]
[ROW][C]18[/C][C]-0.067504[/C][C]-0.5185[/C][C]0.303022[/C][/ROW]
[ROW][C]19[/C][C]0.056359[/C][C]0.4329[/C][C]0.333333[/C][/ROW]
[ROW][C]20[/C][C]0.10908[/C][C]0.8379[/C][C]0.202747[/C][/ROW]
[ROW][C]21[/C][C]-0.004196[/C][C]-0.0322[/C][C]0.487197[/C][/ROW]
[ROW][C]22[/C][C]-0.00453[/C][C]-0.0348[/C][C]0.486179[/C][/ROW]
[ROW][C]23[/C][C]0.092805[/C][C]0.7128[/C][C]0.239375[/C][/ROW]
[ROW][C]24[/C][C]0.026957[/C][C]0.2071[/C][C]0.418339[/C][/ROW]
[ROW][C]25[/C][C]-0.089133[/C][C]-0.6846[/C][C]0.248125[/C][/ROW]
[ROW][C]26[/C][C]-0.000238[/C][C]-0.0018[/C][C]0.499272[/C][/ROW]
[ROW][C]27[/C][C]-0.053627[/C][C]-0.4119[/C][C]0.340947[/C][/ROW]
[ROW][C]28[/C][C]0.064608[/C][C]0.4963[/C][C]0.310775[/C][/ROW]
[ROW][C]29[/C][C]0.016847[/C][C]0.1294[/C][C]0.448739[/C][/ROW]
[ROW][C]30[/C][C]0.010886[/C][C]0.0836[/C][C]0.466822[/C][/ROW]
[ROW][C]31[/C][C]-0.131731[/C][C]-1.0118[/C][C]0.157873[/C][/ROW]
[ROW][C]32[/C][C]0.033932[/C][C]0.2606[/C][C]0.397639[/C][/ROW]
[ROW][C]33[/C][C]0.004258[/C][C]0.0327[/C][C]0.48701[/C][/ROW]
[ROW][C]34[/C][C]-0.001703[/C][C]-0.0131[/C][C]0.494803[/C][/ROW]
[ROW][C]35[/C][C]-0.046651[/C][C]-0.3583[/C][C]0.360686[/C][/ROW]
[ROW][C]36[/C][C]0.029784[/C][C]0.2288[/C][C]0.409918[/C][/ROW]
[ROW][C]37[/C][C]0.055977[/C][C]0.43[/C][C]0.334392[/C][/ROW]
[ROW][C]38[/C][C]-0.08664[/C][C]-0.6655[/C][C]0.254165[/C][/ROW]
[ROW][C]39[/C][C]0.08465[/C][C]0.6502[/C][C]0.25904[/C][/ROW]
[ROW][C]40[/C][C]-0.052339[/C][C]-0.402[/C][C]0.344559[/C][/ROW]
[ROW][C]41[/C][C]0.071523[/C][C]0.5494[/C][C]0.29241[/C][/ROW]
[ROW][C]42[/C][C]-0.04738[/C][C]-0.3639[/C][C]0.358605[/C][/ROW]
[ROW][C]43[/C][C]0.070855[/C][C]0.5443[/C][C]0.29416[/C][/ROW]
[ROW][C]44[/C][C]-0.066134[/C][C]-0.508[/C][C]0.306678[/C][/ROW]
[ROW][C]45[/C][C]0.00186[/C][C]0.0143[/C][C]0.494325[/C][/ROW]
[ROW][C]46[/C][C]0.022426[/C][C]0.1723[/C][C]0.431911[/C][/ROW]
[ROW][C]47[/C][C]-0.051862[/C][C]-0.3984[/C][C]0.3459[/C][/ROW]
[ROW][C]48[/C][C]0.024572[/C][C]0.1887[/C][C]0.425471[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=166678&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=166678&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.020028	-0.1538	0.43913
2	-0.041262	-0.3169	0.376203
3	-0.012255	-0.0941	0.46266
4	0.28725	2.2064	0.01563
5	-0.065978	-0.5068	0.307097
6	-0.187694	-1.4417	0.077336
7	0.004496	0.0345	0.486283
8	-0.114407	-0.8788	0.191544
9	-0.040786	-0.3133	0.377586
10	-0.233644	-1.7946	0.038916
11	-0.044267	-0.34	0.367525
12	-0.038974	-0.2994	0.382858
13	0.005307	0.0408	0.483811
14	-0.092696	-0.712	0.239632
15	-0.119557	-0.9183	0.181092
16	0.099161	0.7617	0.224646
17	0.027685	0.2127	0.416164
18	-0.067504	-0.5185	0.303022
19	0.056359	0.4329	0.333333
20	0.10908	0.8379	0.202747
21	-0.004196	-0.0322	0.487197
22	-0.00453	-0.0348	0.486179
23	0.092805	0.7128	0.239375
24	0.026957	0.2071	0.418339
25	-0.089133	-0.6846	0.248125
26	-0.000238	-0.0018	0.499272
27	-0.053627	-0.4119	0.340947
28	0.064608	0.4963	0.310775
29	0.016847	0.1294	0.448739
30	0.010886	0.0836	0.466822
31	-0.131731	-1.0118	0.157873
32	0.033932	0.2606	0.397639
33	0.004258	0.0327	0.48701
34	-0.001703	-0.0131	0.494803
35	-0.046651	-0.3583	0.360686
36	0.029784	0.2288	0.409918
37	0.055977	0.43	0.334392
38	-0.08664	-0.6655	0.254165
39	0.08465	0.6502	0.25904
40	-0.052339	-0.402	0.344559
41	0.071523	0.5494	0.29241
42	-0.04738	-0.3639	0.358605
43	0.070855	0.5443	0.29416
44	-0.066134	-0.508	0.306678
45	0.00186	0.0143	0.494325
46	0.022426	0.1723	0.431911
47	-0.051862	-0.3984	0.3459
48	0.024572	0.1887	0.425471

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.020028	-0.1538	0.43913
2	-0.04168	-0.3202	0.374992
3	-0.013981	-0.1074	0.457422
4	0.285642	2.1941	0.016091
5	-0.061047	-0.4689	0.320431
6	-0.184634	-1.4182	0.080696
7	0.004913	0.0377	0.485012
8	-0.226173	-1.7373	0.043779
9	-0.014841	-0.114	0.454814
10	-0.160233	-1.2308	0.111646
11	-0.100482	-0.7718	0.221651
12	0.018714	0.1437	0.443097
13	-0.019436	-0.1493	0.440915
14	-0.052316	-0.4018	0.344625
15	-0.146266	-1.1235	0.13289
16	-0.008087	-0.0621	0.475341
17	-0.022502	-0.1728	0.431685
18	-0.138843	-1.0665	0.145278
19	0.103591	0.7957	0.214699
20	-0.026195	-0.2012	0.420614
21	-0.086785	-0.6666	0.25381
22	0.051406	0.3949	0.347185
23	-0.035355	-0.2716	0.393452
24	-0.04	-0.3072	0.379868
25	-0.113795	-0.8741	0.19281
26	-0.050116	-0.385	0.350829
27	-0.109294	-0.8395	0.202288
28	0.053035	0.4074	0.342605
29	0.099802	0.7666	0.223189
30	-0.012261	-0.0942	0.462642
31	-0.112584	-0.8648	0.195332
32	-0.028728	-0.2207	0.413059
33	-0.131711	-1.0117	0.157909
34	0.033573	0.2579	0.3987
35	-0.035844	-0.2753	0.392016
36	-0.02481	-0.1906	0.424759
37	0.075904	0.583	0.281048
38	-0.095611	-0.7344	0.232806
39	0.071977	0.5529	0.291223
40	-0.126322	-0.9703	0.16793
41	-0.025807	-0.1982	0.421776
42	-0.030643	-0.2354	0.407368
43	-0.019423	-0.1492	0.440957
44	0.024852	0.1909	0.424631
45	-0.052723	-0.405	0.34348
46	-0.018989	-0.1459	0.442265
47	-0.028954	-0.2224	0.412385
48	-0.05744	-0.4412	0.33034

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.020028 & -0.1538 & 0.43913 \tabularnewline
2 & -0.04168 & -0.3202 & 0.374992 \tabularnewline
3 & -0.013981 & -0.1074 & 0.457422 \tabularnewline
4 & 0.285642 & 2.1941 & 0.016091 \tabularnewline
5 & -0.061047 & -0.4689 & 0.320431 \tabularnewline
6 & -0.184634 & -1.4182 & 0.080696 \tabularnewline
7 & 0.004913 & 0.0377 & 0.485012 \tabularnewline
8 & -0.226173 & -1.7373 & 0.043779 \tabularnewline
9 & -0.014841 & -0.114 & 0.454814 \tabularnewline
10 & -0.160233 & -1.2308 & 0.111646 \tabularnewline
11 & -0.100482 & -0.7718 & 0.221651 \tabularnewline
12 & 0.018714 & 0.1437 & 0.443097 \tabularnewline
13 & -0.019436 & -0.1493 & 0.440915 \tabularnewline
14 & -0.052316 & -0.4018 & 0.344625 \tabularnewline
15 & -0.146266 & -1.1235 & 0.13289 \tabularnewline
16 & -0.008087 & -0.0621 & 0.475341 \tabularnewline
17 & -0.022502 & -0.1728 & 0.431685 \tabularnewline
18 & -0.138843 & -1.0665 & 0.145278 \tabularnewline
19 & 0.103591 & 0.7957 & 0.214699 \tabularnewline
20 & -0.026195 & -0.2012 & 0.420614 \tabularnewline
21 & -0.086785 & -0.6666 & 0.25381 \tabularnewline
22 & 0.051406 & 0.3949 & 0.347185 \tabularnewline
23 & -0.035355 & -0.2716 & 0.393452 \tabularnewline
24 & -0.04 & -0.3072 & 0.379868 \tabularnewline
25 & -0.113795 & -0.8741 & 0.19281 \tabularnewline
26 & -0.050116 & -0.385 & 0.350829 \tabularnewline
27 & -0.109294 & -0.8395 & 0.202288 \tabularnewline
28 & 0.053035 & 0.4074 & 0.342605 \tabularnewline
29 & 0.099802 & 0.7666 & 0.223189 \tabularnewline
30 & -0.012261 & -0.0942 & 0.462642 \tabularnewline
31 & -0.112584 & -0.8648 & 0.195332 \tabularnewline
32 & -0.028728 & -0.2207 & 0.413059 \tabularnewline
33 & -0.131711 & -1.0117 & 0.157909 \tabularnewline
34 & 0.033573 & 0.2579 & 0.3987 \tabularnewline
35 & -0.035844 & -0.2753 & 0.392016 \tabularnewline
36 & -0.02481 & -0.1906 & 0.424759 \tabularnewline
37 & 0.075904 & 0.583 & 0.281048 \tabularnewline
38 & -0.095611 & -0.7344 & 0.232806 \tabularnewline
39 & 0.071977 & 0.5529 & 0.291223 \tabularnewline
40 & -0.126322 & -0.9703 & 0.16793 \tabularnewline
41 & -0.025807 & -0.1982 & 0.421776 \tabularnewline
42 & -0.030643 & -0.2354 & 0.407368 \tabularnewline
43 & -0.019423 & -0.1492 & 0.440957 \tabularnewline
44 & 0.024852 & 0.1909 & 0.424631 \tabularnewline
45 & -0.052723 & -0.405 & 0.34348 \tabularnewline
46 & -0.018989 & -0.1459 & 0.442265 \tabularnewline
47 & -0.028954 & -0.2224 & 0.412385 \tabularnewline
48 & -0.05744 & -0.4412 & 0.33034 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=166678&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.020028[/C][C]-0.1538[/C][C]0.43913[/C][/ROW]
[ROW][C]2[/C][C]-0.04168[/C][C]-0.3202[/C][C]0.374992[/C][/ROW]
[ROW][C]3[/C][C]-0.013981[/C][C]-0.1074[/C][C]0.457422[/C][/ROW]
[ROW][C]4[/C][C]0.285642[/C][C]2.1941[/C][C]0.016091[/C][/ROW]
[ROW][C]5[/C][C]-0.061047[/C][C]-0.4689[/C][C]0.320431[/C][/ROW]
[ROW][C]6[/C][C]-0.184634[/C][C]-1.4182[/C][C]0.080696[/C][/ROW]
[ROW][C]7[/C][C]0.004913[/C][C]0.0377[/C][C]0.485012[/C][/ROW]
[ROW][C]8[/C][C]-0.226173[/C][C]-1.7373[/C][C]0.043779[/C][/ROW]
[ROW][C]9[/C][C]-0.014841[/C][C]-0.114[/C][C]0.454814[/C][/ROW]
[ROW][C]10[/C][C]-0.160233[/C][C]-1.2308[/C][C]0.111646[/C][/ROW]
[ROW][C]11[/C][C]-0.100482[/C][C]-0.7718[/C][C]0.221651[/C][/ROW]
[ROW][C]12[/C][C]0.018714[/C][C]0.1437[/C][C]0.443097[/C][/ROW]
[ROW][C]13[/C][C]-0.019436[/C][C]-0.1493[/C][C]0.440915[/C][/ROW]
[ROW][C]14[/C][C]-0.052316[/C][C]-0.4018[/C][C]0.344625[/C][/ROW]
[ROW][C]15[/C][C]-0.146266[/C][C]-1.1235[/C][C]0.13289[/C][/ROW]
[ROW][C]16[/C][C]-0.008087[/C][C]-0.0621[/C][C]0.475341[/C][/ROW]
[ROW][C]17[/C][C]-0.022502[/C][C]-0.1728[/C][C]0.431685[/C][/ROW]
[ROW][C]18[/C][C]-0.138843[/C][C]-1.0665[/C][C]0.145278[/C][/ROW]
[ROW][C]19[/C][C]0.103591[/C][C]0.7957[/C][C]0.214699[/C][/ROW]
[ROW][C]20[/C][C]-0.026195[/C][C]-0.2012[/C][C]0.420614[/C][/ROW]
[ROW][C]21[/C][C]-0.086785[/C][C]-0.6666[/C][C]0.25381[/C][/ROW]
[ROW][C]22[/C][C]0.051406[/C][C]0.3949[/C][C]0.347185[/C][/ROW]
[ROW][C]23[/C][C]-0.035355[/C][C]-0.2716[/C][C]0.393452[/C][/ROW]
[ROW][C]24[/C][C]-0.04[/C][C]-0.3072[/C][C]0.379868[/C][/ROW]
[ROW][C]25[/C][C]-0.113795[/C][C]-0.8741[/C][C]0.19281[/C][/ROW]
[ROW][C]26[/C][C]-0.050116[/C][C]-0.385[/C][C]0.350829[/C][/ROW]
[ROW][C]27[/C][C]-0.109294[/C][C]-0.8395[/C][C]0.202288[/C][/ROW]
[ROW][C]28[/C][C]0.053035[/C][C]0.4074[/C][C]0.342605[/C][/ROW]
[ROW][C]29[/C][C]0.099802[/C][C]0.7666[/C][C]0.223189[/C][/ROW]
[ROW][C]30[/C][C]-0.012261[/C][C]-0.0942[/C][C]0.462642[/C][/ROW]
[ROW][C]31[/C][C]-0.112584[/C][C]-0.8648[/C][C]0.195332[/C][/ROW]
[ROW][C]32[/C][C]-0.028728[/C][C]-0.2207[/C][C]0.413059[/C][/ROW]
[ROW][C]33[/C][C]-0.131711[/C][C]-1.0117[/C][C]0.157909[/C][/ROW]
[ROW][C]34[/C][C]0.033573[/C][C]0.2579[/C][C]0.3987[/C][/ROW]
[ROW][C]35[/C][C]-0.035844[/C][C]-0.2753[/C][C]0.392016[/C][/ROW]
[ROW][C]36[/C][C]-0.02481[/C][C]-0.1906[/C][C]0.424759[/C][/ROW]
[ROW][C]37[/C][C]0.075904[/C][C]0.583[/C][C]0.281048[/C][/ROW]
[ROW][C]38[/C][C]-0.095611[/C][C]-0.7344[/C][C]0.232806[/C][/ROW]
[ROW][C]39[/C][C]0.071977[/C][C]0.5529[/C][C]0.291223[/C][/ROW]
[ROW][C]40[/C][C]-0.126322[/C][C]-0.9703[/C][C]0.16793[/C][/ROW]
[ROW][C]41[/C][C]-0.025807[/C][C]-0.1982[/C][C]0.421776[/C][/ROW]
[ROW][C]42[/C][C]-0.030643[/C][C]-0.2354[/C][C]0.407368[/C][/ROW]
[ROW][C]43[/C][C]-0.019423[/C][C]-0.1492[/C][C]0.440957[/C][/ROW]
[ROW][C]44[/C][C]0.024852[/C][C]0.1909[/C][C]0.424631[/C][/ROW]
[ROW][C]45[/C][C]-0.052723[/C][C]-0.405[/C][C]0.34348[/C][/ROW]
[ROW][C]46[/C][C]-0.018989[/C][C]-0.1459[/C][C]0.442265[/C][/ROW]
[ROW][C]47[/C][C]-0.028954[/C][C]-0.2224[/C][C]0.412385[/C][/ROW]
[ROW][C]48[/C][C]-0.05744[/C][C]-0.4412[/C][C]0.33034[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=166678&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=166678&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.020028	-0.1538	0.43913
2	-0.04168	-0.3202	0.374992
3	-0.013981	-0.1074	0.457422
4	0.285642	2.1941	0.016091
5	-0.061047	-0.4689	0.320431
6	-0.184634	-1.4182	0.080696
7	0.004913	0.0377	0.485012
8	-0.226173	-1.7373	0.043779
9	-0.014841	-0.114	0.454814
10	-0.160233	-1.2308	0.111646
11	-0.100482	-0.7718	0.221651
12	0.018714	0.1437	0.443097
13	-0.019436	-0.1493	0.440915
14	-0.052316	-0.4018	0.344625
15	-0.146266	-1.1235	0.13289
16	-0.008087	-0.0621	0.475341
17	-0.022502	-0.1728	0.431685
18	-0.138843	-1.0665	0.145278
19	0.103591	0.7957	0.214699
20	-0.026195	-0.2012	0.420614
21	-0.086785	-0.6666	0.25381
22	0.051406	0.3949	0.347185
23	-0.035355	-0.2716	0.393452
24	-0.04	-0.3072	0.379868
25	-0.113795	-0.8741	0.19281
26	-0.050116	-0.385	0.350829
27	-0.109294	-0.8395	0.202288
28	0.053035	0.4074	0.342605
29	0.099802	0.7666	0.223189
30	-0.012261	-0.0942	0.462642
31	-0.112584	-0.8648	0.195332
32	-0.028728	-0.2207	0.413059
33	-0.131711	-1.0117	0.157909
34	0.033573	0.2579	0.3987
35	-0.035844	-0.2753	0.392016
36	-0.02481	-0.1906	0.424759
37	0.075904	0.583	0.281048
38	-0.095611	-0.7344	0.232806
39	0.071977	0.5529	0.291223
40	-0.126322	-0.9703	0.16793
41	-0.025807	-0.1982	0.421776
42	-0.030643	-0.2354	0.407368
43	-0.019423	-0.1492	0.440957
44	0.024852	0.1909	0.424631
45	-0.052723	-0.405	0.34348
46	-0.018989	-0.1459	0.442265
47	-0.028954	-0.2224	0.412385
48	-0.05744	-0.4412	0.33034

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code